The trick to baking with splenda, especially when working with chocolate, is to combine it with another artificial sweetener. The act of combining it with something else causes a dramatic overall boost in sweetness (called synergy), allowing you to use less of both sweeteners and yet provide the same level of sweetness. This helps to mitigate any individual aftertastes tremendously.
Which sweeteners have a good synergy with splenda? Well... Nutrasweet breaks down with cooking. In my experience, saccharin (sweetnlow) gets bitter when heated. So far the best sweeteners to combine with splenda are a little hard to find in stores. I like 3 (in this order).
1. Acesulfame Potassium (also called Ace K)
Ace K, sold under the brand name Sunnett, can be very bitter when used alone, but when combined with splenda, works wonderfully. The ace k/splenda combo is the foundation of most splenda sweetened sodas.
Sorbitol, xylitol and isomalt are all sugar alcohols. In certain individuals, they can cause digestive issues and they aren't calorie free. They do have a great synergy with splenda, though, even in very small amounts. Diabetisweet, a sweetener marketed to diabetics, contains isomalt and ace K. It's horrible tasting alone, but great when combined with splenda.
Stevia is tricky, since every stevia manufacturer produces their stevia differently (it's from a plant), and the vast majority of stevias out there are foul tasting. The one downside to bad tasting stevia is if you combine it with splenda, the aftertaste doesn't go away. If you can find one that you like (so far I haven't), stevia has a great synergy with splenda.
If you really want to go all out for the best quality of sweetening flavor, go with more than two sweeteners. I get no aftertaste whatsoever combining splenda with ace K and sorbitol.